Sakshi, who arrived in Delhi's Indira Gandhi International (IGI) Airport early on Wednesday from Rio de Janeiro, was given a rousing reception at the airport itself.
The Haryana government in a state-level function held to honour Sakshi, rewarded her with a Rs 2.5 crore check and announced a government job for her.
The Delhi government had also announced a reward of Rs 1 crore for her.
"I got a very good welcome. Felt very nice. Lot of people from my village and state came to receive me," Sakshi, who stopped at New Delhi's Haryana Bhawan for some time, told the media.
"I will rest for a few days and then begin the training schedule again," said a visibly happy Sakshi, who got a first medal for India at the Olympics by winning bronze in the 58-kg women freestyle wrestling event.
Sakshi's motorcade delayed reaching Bahadurgarh town as she was stopped and honoured by people from various villages in Haryana along the Delhi to Rohtak highway.
The wrestler was accompanied by her mother Sudesh and father Sukhbir Malik. She was accorded the status of a state guest by the Haryana government.
Haryana's Sports and Youth Affairs Minister Anil Vij, who was present in Rio as the head of state delegation, accompanied the star wrestler on the return flight.
At the insistence of Chief Minister Manohar Lal Khattar, the event to felicitate Sakshi was pre-poned from Wednesday evening to morning. The venue was also shifted from her hometown Rohtak to Bahadurgarh town, 30 km from Delhi.
Khattar, along with other ministers and officials, was present at the venue to welcome and honour Sakshi.
Sakshi was given the honour to be the flag-bearer at the closing ceremony of the Rio games.
Delhi Deputy Chief Minister Manish Sisodia last week visited Sakshi's native place in Rohtak, 70 km from Delhi.
He announced a direct promotion for Sakshi Malik's father Sukhbir Malik -- a bus conductor with Delhi Transport Corporation (DTC).